BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL HOME LN MTG CORP 5.625's due 11/23/2035
Issued 11/22/2005
Callable at 100.000 on 11/23/2015 (BERMUDAN)
Pmt Frequency
Semiannual
Amt Outstanding
768,753,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.003
6-mth
0.046
2-yr
0.386
3-yr
0.819
5-yr
1.493
7-yr
1.940
10-yr
2.272
30-yr
3.045
Rates From:
LIBOR Swap (%)
3-mth
0.234
6-mth
0.324
2-yr
0.644
3-yr
1.044
5-yr
1.670
7-yr
2.055
10-yr
2.415
30-yr
3.028
Volatility %  
Price or OAS?
Price
OAS
 
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

v1.11  Copyright © 2012 Andrew Kalotay Associates, Inc.